+50.7%
LLY vs RUN
-48.0%
+98.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.3% |
| 7D | -3.1% | -1.8% | -1.3% | -3.0% |
| 30D | -8.6% | -10.8% | +2.2% | -8.0% |
| 3M | -1.6% | -30.2% | +28.5% | +0.4% |
| 6M | +11.8% | -22.3% | +34.2% | +12.9% |
| YTD | +5.1% | -52.2% | +57.3% | +7.9% |
| 1Y | +50.7% | -45.1% | +95.8% | +53.4% |
| All | +50.7% | -48.0% | +98.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling